Similar Search Results

Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices

Haldrup, Niels; Nielsen, Morten Ørregaard - 2008

years. Consequently this affects the multilateral price behaviour across regions with physical exchange of power. It has …-congestion periods are empirically relevant and hence are features that need to be taken into account when modeling price behavior. In … that the direction of possible congestion episodes has on the price dynamics. Under non-congestion prices are identical …

Persistent link: https://www.econbiz.de/10014217217

A regime switching long memory model for electricity prices

Haldrup, Niels; Nielsen, Morten Ørregaard - In: Journal of econometrics 135 (2006) 1/2, pp. 349-376

Persistent link: https://www.econbiz.de/10003376088

Directional congestion and regime switching in a long memory model for electricity prices

Haldrup, Niels (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 3, pp. 1-22

Persistent link: https://www.econbiz.de/10003559004

The forward premium in the Nord Pool power market

Haugom, Erik; Hoff, Guttorm A.; Molnár, Peter; … - In: Emerging markets finance & trade : a journal of the … 54 (2018) 7/8/9, pp. 1793-1807

Persistent link: https://www.econbiz.de/10012124542

Competition and prices on the emerging Nordic electricity market

Amundsen, Eirik Schrøder; Bergman, Lars; Andersson, Bo - 1998

Persistent link: https://www.econbiz.de/10000978614

Peak Price Hours in the Nordic Power Market Winter 2009/2010 : Effects of Pricing, Demand Elasticity and Transmission Capacities

Gribkovskaia, Victoria - 2015

peak price hours the zonal solution from the Nordic market is replicated and compared to the nodal price solution when the …

Persistent link: https://www.econbiz.de/10013028232

Area Price Spreads in the Nordic Electricity Market : The Role of Transmission Lines and Electricity Import Dependency

Spodniak, Petr - 2014

Illustrated on the case of Nordic electricity market we conduct an econometric analysis of area price spreads … (difference between area price and system price) in thirteen price zones during 2010 (Jan) - 2012 (Jul). The objectives of the … study are twofold: (1) assess the dynamics of area price spreads and identify whether significant differences exist among …

Persistent link: https://www.econbiz.de/10013065474

Nodal Pricing in a Coupled Electricity Market

Bjorndal, Endre - 2014

This paper investigates a pricing model for an electricity market with a hybrid congestion management method, i.e. part of the system applies a nodal pricing scheme and the rest applies a zonal pricing scheme. The model clears the zonal and nodal pricing areas simultaneously. The nodal pricing...

Persistent link: https://www.econbiz.de/10013051833

Volatility spillovers and carbon price in the Nordic wholesale electricity markets

Lyu, Chenyan; Do, Hung Xuan; Nepal, Rabindra; Jamasb, Tooraj - 2023

Persistent link: https://www.econbiz.de/10014431002

Volatility spillovers and carbon price in the Nordic wholesale electricity markets

Lyu, Chenyan; Do, Hung Xuan; Nepal, Rabindra; Jamasb, Tooraj - 2023

Persistent link: https://www.econbiz.de/10014431997